scientific article; zbMATH DE number 1066382

zbMATH Open0907.60057MaRDI QIDQ4357571FDOQ4357571

Authors: E. Iglói, Gy. Terdik 

Publication date: 18 February 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Gaussian processstochastic differential equationBrownian motionwhite noisebilinear modelnon-Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (5)

• Bilinear state systems on an unbounded time scale
• Stochastic control systems with long-range dependent noise
• Representation of the bilinear system output by multiple stochastic integrals
• On multivariate nonlinear regression models with stationary correlated errors
• Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes

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